Changshu Tongrun A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.25% (+0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4142 | 3.67 | |
| 0.1846 | 3.70 | |
| 0.6312 | 8.63 | |
| 2.0325 | 3.00 | |
| -3.1512 | -3.28 | |
| 1.5173 | 3.00 |
Estimation Period:
Jul 29, 2022 to Feb 6, 2026
Jul 29, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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